It has been a long time since local TV stations around the US started the switch from analog to digital signals providing people access to free, beautiful HDTV. Getting that signal to your HDTV capable TV starts with the right antenna, one HDTV capable.
I highly recommend starting at AntennaWeb.com. First, plug in your zip code or address. It will provide a nice map of local stations in your area, their direction and their distance. It also provides a Consumer Electronics Association (CEA) color code for the antenna sensitivity needed to collect that signal. AntennaWeb also provides a walk through of these CEA color codes.
I also recommend running through the same process over at AntennaPoint.com as well. At AntennaPoint they provide a nicely detailed spreadsheet of stations which includes both the virtual channel number and the power output of the station.
Unless you are looking at putting together a multi-antenna system which points in more than one direction at the same time look for a direction that has the majority of stations you want. Knowing the minimum recommended antenna type provides the option to upgrade to provide a little more flexibility. But keep in mind, it is possible to pull in too much signal and over saturate your HDTV tuner.